Ichitan Group Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.62% (+4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7946 | 3.07 | |
| 0.0845 | 3.57 | |
| 0.6865 | 9.93 | |
| 1.9864 | 2.71 | |
| -2.9772 | -2.94 | |
| 1.8166 | 3.05 | |
| -1.2637 | -1.71 | |
| 0.8672 | 1.08 | |
| -1.5111 | -2.52 | |
| 2.2416 | 5.09 | |
| -1.9877 | -5.40 | |
| 1.5059 | 3.93 | |
| -1.8611 | -3.33 |
Estimation Period:
Apr 21, 2014 to Feb 6, 2026
Apr 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ichitan Group Pcl Analyses
Other Spline-GARCH Analyses on International Equities